Commit b4e50fc1 authored by 李煜's avatar 李煜

code update

parent d90df3fe
import time
import collections
from datetime import datetime, timedelta
from factor import factor_growth, historical_value, factor_per_share_indicators, factor_cash_flow, factor_contrarian, factor_earning
from factor import factor_growth, historical_value, factor_per_share_indicators, factor_cash_flow, factor_constrain, factor_earning
from factor.ttm_fundamental import *
from vision.file_unit.balance import Balance
from vision.file_unit.cash_flow import CashFlow
......@@ -527,7 +527,7 @@ if __name__ == '__main__':
cash_flow.create_dest_tables()
# constrain
constrain = factor_contrarian.FactorContrarian('factor_constrain')
constrain = factor_constrain.FactorConstrain('factor_constrain')
constrain.create_dest_tables()
# earning
......@@ -577,7 +577,7 @@ if __name__ == '__main__':
balance_sets, ttm_factors_sets = get_basic_constrain(date_index)
cache_data.set_cache(session5 + '1', date_index, balance_sets.to_json(orient='records'))
cache_data.set_cache(session5 + '2', date_index, ttm_factors_sets.to_json(orient='records'))
factor_contrarian.factor_calculate(date_index=date_index, session=session5)
factor_constrain.factor_calculate(date_index=date_index, session=session5)
time5 = time.time()
print('constrain_cal_time:{}'.format(time5 - time4))
......
......@@ -14,9 +14,9 @@ from vision.utillities.calc_tools import CalcTools
from ultron.cluster.invoke.cache_data import cache_data
class FactorContrarian(FactorBase):
class FactorConstrain(FactorBase):
def __init__(self, name):
super(FactorContrarian, self).__init__(name)
super(FactorConstrain, self).__init__(name)
# 构建因子表
def create_dest_tables(self):
......@@ -36,7 +36,7 @@ class FactorContrarian(FactorBase):
`IntBDToCap` decimal(19,4),
PRIMARY KEY(`id`,`trade_date`,`symbol`)
)ENGINE=InnoDB DEFAULT CHARSET=utf8;""".format(self._name)
super(FactorContrarian, self)._create_tables(create_sql, drop_sql)
super(FactorConstrain, self)._create_tables(create_sql, drop_sql)
# 销售成本率=营业成本(TTM)/营业收入(TTM)
@staticmethod
......@@ -189,7 +189,7 @@ def factor_calculate(**kwargs):
print("constrain_kwargs: {}".format(kwargs))
date_index = kwargs['date_index']
session = kwargs['session']
constrain = FactorContrarian('factor_constrain') # 注意, 这里的name要与client中新建table时的name一致, 不然回报错
constrain = FactorConstrain('factor_constrain') # 注意, 这里的name要与client中新建table时的name一致, 不然回报错
content1 = cache_data.get_cache(session + '1', date_index)
content2 = cache_data.get_cache(session + '2', date_index)
balance_sets = json_normalize(json.loads(str(content1, encoding='utf8')))
......
......@@ -15,7 +15,6 @@ from factor import app
from factor.factor_base import FactorBase
from factor.ttm_fundamental import *
from vision.fm.signletion_engine import *
from factor.utillities import trade_date as td
from ultron.cluster.invoke.cache_data import cache_data
......
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